Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52077.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47909.27 Kr¶

PnL: ---------------------------------------> -1017.23 Kr¶

DD now: ---------------------------------> -1.963 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:44:30.752445'

Anic Portfolio¶

Today¶

Return: -0.456 %¶

This Week¶

Return: -0.456 %¶

Total portfolio value¶

Return including deposits: 70.489 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.280000 876.000000 31.000000 3.670000 845.000001
Svolder B 35 1.950000 2198.000000 24.500000 1.130000 2173.500000
BHG Group 49 -5.200000 660.520000 21.520000 3.370000 638.999984
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Biotage 4 0.710000 622.800000 19.800000 3.280000 603.000000
Addtech B 3 2.220000 718.800000 18.800000 2.690000 699.999999
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Vitrolife 3 2.040000 689.400000 12.400000 1.830000 677.000001
Indutrade 5 1.450000 1329.500000 9.500000 0.720000 1320.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Sdiptech B 3 -0.140000 828.000000 6.000000 0.730000 822.000000
Fortnox 10 3.990000 672.800000 4.800000 0.720000 668.000000
Embracer Group B 26 -1.140000 666.380000 4.380000 0.660000 661.999988
Latour B 2 1.610000 453.200000 4.200000 0.940000 449.000000
Nolato B 12 -1.190000 650.400000 2.400000 0.370000 648.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.850000 653.100000 -0.900000 -0.140000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.580000 649.350000 -8.650000 -1.310000 657.999999
BONESUPPORT HOLDING 10 -1.620000 1213.000000 -11.000000 -0.900000 1224.000000
Humana 40 2.990000 662.400000 -11.600000 -1.720000 674.000000
Creades A 7 1.550000 550.200000 -60.800000 -9.950000 610.999998
Lundin Gold 7 0.310000 912.800000 -61.200000 -6.280000 973.999999
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Balco Group 39 -2.940000 1805.700000 -69.300000 -3.700000 1874.999997
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -1.120000 3776.000000 -140.000000 -3.580000 3916.000000
Sedana Medical 135 -5.480000 4187.700000 -143.300000 -3.310000 4330.999935
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.200000 2575.200000 -391.800000 -13.210000 2966.999993
TOTAL 47909.270000 -1017.230000 -1.963% 48926.499863

Updated:¶

'2023-06-13 16:44:48.337247'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶